+173.8%
FDX vs RUN
-25.4%
+199.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.7% |
| 7D | +0.2% | +18.1% | -17.9% | -1.6% |
| 30D | +9.3% | +27.5% | -18.2% | +6.4% |
| 3M | +0.5% | -4.5% | +5.0% | +0.4% |
| 6M | +5.3% | -33.3% | +38.7% | +8.5% |
| YTD | +38.6% | -47.1% | +85.7% | +43.6% |
| 1Y | +53.5% | -43.1% | +96.7% | +57.6% |
| 3Y | +74.2% | -3.0% | +77.2% | +49.2% |
| 5Y | +75.3% | -82.6% | +157.9% | +73.5% |
| 10Y | +156.3% | +103.3% | +52.9% | +77.5% |
| All | +173.8% | -25.4% | +199.2% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling